How to stop objects moving together
The circle and the different movement speed tells me that you have proportional editing enabled by accident. In the old days, this was only available in Edit Mode for meshes, now it's available in many places. You are using it in Object Mode.

Blender goes through your selected objects and checks whether any other objects are within this sphere (shown as a circle) put around all your selected Object Origins, in your case a cylinder. If it finds any, they get moved, rotated or scaled proportionally with your selection depending on what you do. Shortcut is O. You can disable it here:



https://docs.blender.org/manual/en/dev/editors/3dview/object/editing/transform/control/proportional_edit.html